Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,25% | 3,84 CHF | 3,85 CHF | 122 000 | 122 000 | 119 979 | 119 979 | 471 053 CHF | 472 253 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 3,90 CHF | 3,91 CHF | 120 000 | 120 000 | 120 045 | 120 045 | 468 583 CHF | 469 784 CHF | 99,34% | 99,34% |
18/11/2024 | 0,23% | 4,21 CHF | 4,22 CHF | 116 000 | 116 000 | 115 262 | 115 262 | 492 946 CHF | 494 099 CHF | 100,00% | 100,00% |
15/11/2024 | 0,23% | 4,39 CHF | 4,40 CHF | 114 000 | 114 000 | 113 393 | 113 393 | 499 546 CHF | 500 680 CHF | 100,00% | 100,00% |
14/11/2024 | 0,22% | 4,43 CHF | 4,44 CHF | 114 000 | 114 000 | 111 226 | 111 226 | 506 149 CHF | 507 261 CHF | 99,39% | 99,39% |
13/11/2024 | 0,25% | 3,97 CHF | 3,98 CHF | 120 000 | 120 000 | 119 032 | 119 032 | 472 736 CHF | 473 926 CHF | 100,00% | 100,00% |
12/11/2024 | 0,24% | 3,94 CHF | 3,95 CHF | 120 000 | 120 000 | 116 726 | 116 726 | 482 919 CHF | 484 086 CHF | 99,30% | 99,30% |
11/11/2024 | 0,23% | 4,34 CHF | 4,35 CHF | 114 000 | 114 000 | 113 530 | 113 530 | 494 459 CHF | 495 595 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 4,20 CHF | 4,21 CHF | 116 000 | 116 000 | 115 077 | 115 077 | 491 232 CHF | 492 383 CHF | 98,97% | 98,97% |
07/11/2024 | 0,23% | 4,46 CHF | 4,47 CHF | 112 000 | 112 000 | 113 357 | 113 357 | 494 458 CHF | 495 592 CHF | 100,00% | 100,00% |